Since there are separate tags for a) ODEs, ca.classical-analysis-and-odes and differential-equations and for b) ap.analysis-of-pdes but only one tag for stochastic-differential-equations, I was wondering if it is worth creating a new tag called "stochastic partial differential equations".
This is to accommodate the topics found in SPDE books such as Da-Prato and Zabczyk's book "Stochastic equations in infinite dimensions".
- Equations with additive noise or multiplicative noise
- Martingale solutions
- Large time behavior of solutions
- Small noise asymptotic behavior
and many new emerging topics such as
- Regularity structures
- Paracontrolled calculus
- Rough paths (which already has it own tag rough-paths).